FIN 5530 - Fixed Income Securities

Credits: 3
Provides an overview of the fixed income securities markets, pricing and risk management. In so doing, the course follows the CFA institute learning objectives of the CFA exam. We first introduce the major forms of fixed income securities. We then delve into valuation of these securities using a myriad of pricing techniques. We then embark on credit risk analysis, followed by fixed income portfolio management. Ultimately, the course aims at preparing students for most challenging and yet active fixed income markets: corporate bonds and mortgage securities.

Dual Listed FIN 4530.

Prerequisite: Admission to MS in Finance and/or CFP Certificate Program or department approval.